@misc{HendershottJonesMenkveld2008, author = {Terrence Hendershott and Charles M. Jones and Albert J. Menkveld}, title = {Does algorithmic trading improve liquidity?}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,41}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2008, 41}, type = {workingpaper}, year = {2008}, }